Degree of Freedom PDF

Degrees of Freedom
To determine the degrees of freedom (the number of variables

whose values may be independently specified) in our model
we could simply count the number of independent variables
(the number of variables which remain on the right- hand side)
in our modified equations.
This suggests a possible definition:
degrees of freedom = # variables - # equations
Definition:
The degrees of freedom for a given problem are the

number of independent problem variables which must
be specified to uniquely determine a solution.
In our distillation example, there are:

16 equations
16 variables (recall that F and XF are fixed by
upstream processes).
This seems to indicate that there are no degrees of freedom.
© Fraser Forbes, 1997 dof 1

Degrees of Freedom
Consider the three equations relating QC, QR, and qvapour:
Q R - QC = 0
QR - DHvap qvapour = 0
QC - DHvap qvapour = 0
Notice that if we subtract the last from the second equation:
QR - DHvap qvapour = 0
- QC - DHvap qvapour = 0
Q R - QC = 0
the result is the first equation.
It seems that we have three different equations, which contain

no more information than two of the equations. In fact any of
the equations is a linear combination of the other two
equations.
We require a clearer, more precise definition for degrees of

freedom.

Degrees of Freedom
A More Formal Approach:
Suppose we have a set of "m" equations:
h(v) = 0
in the set of variables v ("n+m" elements). We would like to

determine whether the set of equations can be used to solve for
some of the variables in terms of the others.
In this case we have a system of "m" equations in "n+m"

unknown variables. The Implicit Function Theorem states that
if the "m" equations are linearly independent, then we can
divide our set of variables v into "m" dependent variables u
and "n" independent variables x:
u
v =  
x 
The Implicit Function Theorem goes on to give conditions
under which the dependent variables u may be expressed in
terms of the independent variables x or:
u = g(x)

Degrees of Freedom
Usually we don’t need to find the set of equations u = g(x), we

only need to know if it is possible. Again the Implicit Function
Theorem can help us out:
if rank [∇vh ] = m , all of the model equations are

linearly independent and it is possible (at least in theory)
to use the set of equations h(v) = 0 to determine values
for all of the "m" dependent variables u given values for
the "n" independent variables x.
Alternatively we could say that the number of degrees of

freedom in this case are the number of independent variables.
(Recall that there are "n" variables in x).
We know that:
rank [∇vh ] ≤ m.
What does it mean if:

rank [∇vh ] < m?

Degrees of Freedom
Let’s investigate a simple set of equations:
 v1 - v1v 2 - αe v 3 
h( v ) ≡   = 0
 v1 - v 2 - v 3 
with a=1/e. (This could be the material balances for a reactor.)
A three dimensional plot of the equations looks like:
v3
v2 v1
The solution of the equations lies at the intersection of the two

surfaces, each described by one of the equations.
How many degrees of freedom does this problem have?

Degrees of Freedom
Take a closer look:
v3
.
v2 v1
Examine the neighbourhood of the point:

v1=1,
v2=0,
v3=1.
What is happening here?

Degrees of Freedom
The Jacobian of the equation set h(v) = 0 is:
1 − v 2 - v1 - αe v 3 
∇vh =  
 1 -1 -1 
When a=1/e at the point v=[1,0,1]T, then:
1 - 1 - 1
∇vh =  
1 - 1 - 1
What is the rank of this matrix?
Note that:
rank [∇vh] = 1 <m=2.
This tells us that, at the point v=[1,0,1]T, our system contains

only one linearly independent equation.

Degrees of Freedom
Then:
degrees of freedom = 3 variables - 1 equation

= 2.
∴ at the given point two variables must be specified to

uniquely determine the solution to the problem.
This example was chosen because it was very easy to see the
occurrence of linear dependence within the equation set. Of
course the situation can be much more complex for real
problems with many more equations and variables. So,
clearly we cannot determine degrees of freedom by counting
the number of equations in our problem.
As a result, we must modify our definition:
degrees of freedom = number of variables -

number of linearly independent equations

Degrees of Freedom
In summary, determination of the degrees of freedom for a

specific steady-state set of equations requires:
1) determination of rank [∇vh].
2) if rank [∇vh] =number of equations (m), then all of

the equations are linearly independent and:
d.o.f. = # variables - # equations.
3) if rank [∇vh] <number of equations (m), then all of

the equations are not linearly independent and:
d.o.f. = # variables - rank [∇vh].
Remember:
For sets of linear equations, the analysis has to be performed
only once. Generally, for nonlinear equation sets, the analysis
is only valid at the variable values used in the analysis.

Degrees of Freedom
Degrees of freedom analysis tells us the maximum number of

variables which can be independently specified to uniquely
determine a feasible solution to a given problem.
We need to consider degrees of freedom when solving many

different types of problems. These include:
i) plant design,
ii) plant flowsheeting,
iii) model fitting,
and, of course, optimization problems.

Degrees of Freedom
Consider the example isothermal reactor system:
FA
k
A B
V XA , XB
FR
The material balances are:
mass FA - FR = 0
component A FA - kXAVr - XA FR = 0
component B kXAVr - XB FR = 0
What other information do we have?
By definition, we also know:

1 - XA - XB = 0.

Degrees of Freedom
If we know the feed-rate (FA = 5 kg/min.), reactor volume

(V =2 litres), density of the reaction mixture (ρ=1 kg/l), and
reaction rate constant (k=7 min-1), then the material balances
can be re-written:
5- FR =0
5 - 14XA - XA FR =0
14XA - X B FR =0
1 - XA - XB =0
Is this set of equations linear or nonlinear?
In our problem, there are:
3 variables (XA , XB ,FR )

4 equations (1 mass balance
2 component balances,
1 other equation).
What does this mean?

Degrees of Freedom
Consider what happens if we add:
-1×mass balance -5 + FR = 0
+component A 5 - 14XA - XA FR =0
+component B 14XA - X B FR = 0
FR - XA FR - XB FR = 0
or:
FR (1 - XA - XB ) = 0
and since FR ≠ 0, then:
(1 - XA - XB ) = 0
which is our fourth equation. Thus our four

equations are not linearly independent.
Caution:
Care should be taken when developing a model to avoid this

situation of specifying too many linearly dependent equations,
since it often leads to difficulty in finding a feasible solution.

Degrees of Freedom
We need to eliminate one of the equations from our model. I

would suggest eliminating:
(1 - XA - XB ) = 0
This equation could then provide an easy check on any

solution we find using the other equations.
Thus our model is reduced to:
5- FR = 0
5 - 14XA - XA FR =0
14XA - XB FR = 0.
How many degrees of freedom are there in this model?

Degrees of Freedom
For our reactor model:
 -1 0 0 
∇ v h = - X A - 14 - FR 0 
 
 - X B 14 - FR 
What is the rank of this matrix?

(Suppose FR = 0 or FR = -14.)
We could determine the rank by:

1) using software (Maple, Matlab, Mathcad, ...)
2) examining the eigenvalues (which are displayed on

the diagonal of a triangular matrix.
rank [∇vh] = 3 FR ≠ 0 or -14
rank [∇vh] = 2 FR = 0 or -14
3) using the determinant:

 ∇vh  = -FR (14 + FR)
rank [∇vh] = 3 ( ∇vh  ≠ 0, FR ≠ 0 or -14)
rank [∇vh] = 2 ( ∇vh  = 0, FR = 0 or -14)

Degrees of Freedom
Then for our reactor problem and realistic flowrates, we have:
3 variables (FR, XA, XB)

3 linearly independent equations
(1 mass and 2 component balances).
Therefore:
degrees of freedom = 3 - 3 = 0
This says there are no degrees of freedom for optimization and

the reactor problem is fully specified.
In fact the unique solution is:
FR = 5 kg/min.
XA = 5/19 wt. fraction
XB = 14/19 wt. fraction

Degrees of Freedom
Until now, we have specified the feed-rate (FA) in our reactor

problem. Suppose we decide to include it as an optimization
variable:
1) how many degrees of freedom are now available

for optimization?
d.o.f = 4 variables - 3 equations

=1
2) Can we re-introduce the fourth equation:

1 - XA - X B = 0
to reduce the degrees of freedom?
No, using FA as an optimization variable

does not change the linear dependence
among the four equations.

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Degrees of Freedom

To determine the degrees of freedom (the number of variables

This suggests a possible definition:

degrees of freedom = # variables - # equations

The degrees of freedom for a given problem are the

In our distillation example, there are:

This seems to indicate that there are no degrees of freedom.

© Fraser Forbes, 1997 dof 1

Consider the three equations relating QC, QR, and qvapour:

Notice that if we subtract the last from the second equation:

the result is the first equation.

It seems that we have three different equations, which contain

We require a clearer, more precise definition for degrees of

© Fraser Forbes, 1997 dof 2

A More Formal Approach:

Suppose we have a set of "m" equations:

in the set of variables v ("n+m" elements). We would like to

In this case we have a system of "m" equations in "n+m"

© Fraser Forbes, 1997 dof 3

Usually we don’t need to find the set of equations u = g(x), we

if rank [∇vh ] = m , all of the model equations are

Alternatively we could say that the number of degrees of

What does it mean if:

© Fraser Forbes, 1997 dof 4

Let’s investigate a simple set of equations:

The solution of the equations lies at the intersection of the two

How many degrees of freedom does this problem have?

© Fraser Forbes, 1997 dof 5

Take a closer look:

Examine the neighbourhood of the point:

What is happening here?

© Fraser Forbes, 1997 dof 6

The Jacobian of the equation set h(v) = 0 is:

When a=1/e at the point v=[1,0,1]T, then:

What is the rank of this matrix?

rank [∇vh] = 1 <m=2.

This tells us that, at the point v=[1,0,1]T, our system contains

© Fraser Forbes, 1997 dof 7

degrees of freedom = 3 variables - 1 equation

∴ at the given point two variables must be specified to

As a result, we must modify our definition:

degrees of freedom = number of variables -

© Fraser Forbes, 1997 dof 8

In summary, determination of the degrees of freedom for a

1) determination of rank [∇vh].

2) if rank [∇vh] =number of equations (m), then all of

d.o.f. = # variables - # equations.

3) if rank [∇vh] <number of equations (m), then all of

d.o.f. = # variables - rank [∇vh].

© Fraser Forbes, 1997 dof 9

Degrees of freedom analysis tells us the maximum number of

We need to consider degrees of freedom when solving many

and, of course, optimization problems.

© Fraser Forbes, 1997 dof 10

Consider the example isothermal reactor system:

The material balances are:

What other information do we have?

By definition, we also know:

© Fraser Forbes, 1997 dof 11

If we know the feed-rate (FA = 5 kg/min.), reactor volume

Is this set of equations linear or nonlinear?

In our problem, there are:

3 variables (XA , XB ,FR )